This will create two files, identity.vpn and identity.vpn.pub in the .ssh directory. The first is your private key, and should be kept such. Never send this over the net unless it is via an encrypted session. The second file is your public key, and you can send this anywhere you want, it only serves to allow you access to other systems, and cannot be used to get into your own. It is a text file with one line in it that is your actual key. At the end of the line is the comment field which you may change without fear of breaking the key. an example key looks something like this:

It's actually a lot longer than that, but it wouldn't fit on the page if I showed the whole thing. Copy your key into the /home/vpn-users/.ssh/authorized_keys file on the server. Make sure that there is only one key per line, and that each key is not broken onto multiple lines. You may alter the comment field all that you like in order to help you remember which line goes with which user. I highly recommend doing so.